+124.2%
BTI vs MAS
+217.4%
-93.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -3.0% | -1.8% | -1.2% | -2.7% |
| 30D | +9.8% | +23.6% | -13.8% | +4.7% |
| 3M | +9.2% | +12.4% | -3.3% | +6.2% |
| 6M | +4.0% | +21.9% | -17.8% | -1.1% |
| YTD | +12.7% | +36.1% | -23.4% | +3.9% |
| 1Y | +15.9% | +39.5% | -23.5% | +6.2% |
| 3Y | +148.9% | +59.1% | +89.8% | +114.3% |
| 5Y | +152.8% | +44.4% | +108.3% | +119.2% |
| 10Y | +124.2% | +217.0% | -92.7% | +49.0% |
| All | +124.2% | +217.4% | -93.2% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling